Rapport Backtest

Stratégie · EmaTrend   |   Ticker · MSFT   |   2018-01-02 → 2025-10-31
Capital Final 13,708.99 €
P&L +3708.99 € (+37.09%)
Total Trades 15
Max Drawdown 9.15%
Sharpe
0.67
Sortino
0.39
Calmar
0.45

Equity Curve

Underwater Curve

Performance

CAGR4.12%
Ulcer Index0.04
Expectancy242.77

Trades Overview

Total15 Win Rate60.00%
Profit Factor2.44 Payoff Ratio1.63

Métriques Rolling

Heatmap Rendements Mensuels

Tableau des Trades

Open Close Side Size Entry Exit Net PnL Ret % Dur (j)
2018-12-04 05:00:00 2018-12-24 05:00:00 Long 15 104.98 91.42 -515.42 -12.92% 20
2019-01-25 05:00:00 2019-04-18 04:00:00 Long 15 100.58 114.86 542.93 14.21% 82
2020-04-15 04:00:00 2020-08-04 04:00:00 Long 15 163.38 204.57 988.51 25.21% 111
2020-10-13 04:00:00 2020-10-29 04:00:00 Long 15 213.66 195.37 -365.83 -8.56% 16
2020-11-06 05:00:00 2021-04-19 04:00:00 Long 15 213.22 250.35 705.54 17.42% 163
2021-05-26 04:00:00 2021-07-08 04:00:00 Long 15 242.95 267.03 433.58 9.91% 43
2021-10-15 04:00:00 2021-11-05 04:00:00 Long 15 292.70 327.08 550.06 11.75% 21
2022-03-29 04:00:00 2022-04-12 04:00:00 Long 15 305.08 280.53 -392.80 -8.05% 14
2022-04-13 04:00:00 2022-09-26 04:00:00 Short 15 274.51 231.66 728.30 15.61% 166
2022-12-29 05:00:00 2023-02-03 05:00:00 Short 15 230.58 254.32 -522.39 -10.30% 36
2023-09-12 04:00:00 2023-09-27 04:00:00 Long 15 331.00 307.19 -333.33 -7.19% 15
2023-10-17 04:00:00 2023-11-17 05:00:00 Long 15 324.86 368.28 607.88 13.37% 31
2024-05-16 04:00:00 2024-07-08 04:00:00 Long 15 418.11 461.57 478.02 10.39% 53
2024-09-18 04:00:00 2025-02-26 05:00:00 Long 15 431.97 396.02 -395.54 -8.32% 161
2025-05-02 04:00:00 2025-08-01 04:00:00 Long 15 430.46 533.37 1132.08 23.91% 91